-54.2%
W vs MUB
+3.5%
-57.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.9% |
| 7D | -3.6% | +0.7% | -4.3% | -6.5% |
| 30D | +7.0% | +4.4% | +2.6% | -11.3% |
| 3M | +7.4% | -0.2% | +7.5% | +8.7% |
| 6M | +69.3% | -0.6% | +69.9% | +77.2% |
| YTD | +11.3% | +0.3% | +10.9% | +12.4% |
| 1Y | +13.2% | +0.8% | +12.4% | +12.4% |
| 3Y | +142.0% | +12.0% | +130.0% | +51.8% |
| All | -54.2% | +3.5% | -57.8% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling